Risk Books Foreign Exchange Risk: Models, Instruments and Strategies

Provides all the essential quantitative tools for foreign exchange options in an understandable and logical manner. Covers the financial management of foreign exchange risk together with analysis of different methods for mitigating and controlling cross currency price differentials. Shows how both market and model risk can be managed by choosing a suitable pricing model. Presents products, pricing models, tools and strategies as well as numerical techniques for practical implementation. Contains leading qualitative research concerned primarily with FX derivatives.